4117金融与交易中等数值题short
Implementation Shortfall Arithmetic 2
题目
A sell order benchmarks performance to the arrival price 51.2. It fills in slices 25000@51.16, 15000@51.1, and exchange/commission fees are 0.003 dollars per share. What is the implementation shortfall in dollars and in basis points versus arrival?
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你的答案
dollars
bps